swap-curve-strategy Guide
Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates across currencies.
When to use swap-curve-strategy
Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates across currencies.
How to use swap-curve-strategy
swap-curve-strategy is a Claude skill in the SKILL.md format. Add it to your Claude environment from the source repository below, then it activates as a user-invocable skill when your task matches its description.